+215.3%
XLE vs FRSH
-72.6%
+287.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | -11.2% | +11.6% | +1.2% |
| 30D | +6.6% | -0.8% | +7.4% | +6.5% |
| 3M | +12.3% | +26.4% | -14.1% | +10.4% |
| 6M | +18.4% | +48.4% | -30.0% | +14.9% |
| YTD | +47.2% | -3.1% | +50.3% | +46.7% |
| 1Y | +50.3% | -8.7% | +59.0% | +50.3% |
| 3Y | +55.3% | -45.8% | +101.1% | +58.3% |
| All | +215.3% | -72.6% | +287.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling